iShares MSCI Europe Financials (EUFN) Daily/Weekly Backtest Results

Signal:                  
                [ What are these? | Switch to EUFN's monthly backtests ]
Fixed profit target:               -or-  
Show signal scores:           Threshold:         [ What are these scores? ]
Expectancy: 7.47%.   Win rate: 87.50%.   Sharpe Ratio: 3.295.   Maximum drawdown: -27.79% on 12 October 2022.
Mean CAGR: 131.24%. Time in market: 793 days.   Hypothetical return: $1000 would be worth $1523.90 on 28 November 2023.
Key: change_history : profitable trade change_history : breakeven trade (minimal loss after 2 years) change_history : losing trade (not profitable in a 2 year timeframe)


*Transaction costs, taxes and dividends are excluded from these calculations. Past performance may not necessarily be a reliable guide to future performance.

Calculations for Europe Financials

Expectancy is the percentage profit or loss you would expect to make on the next purchase of this stock with an entry point at the specified signal and profit target as set above. Given a large enough sample size, a positive expectancy indicates the trading strategy is likely to be profitable.

Expectancy calculation for 8 signal(s) occurring before 22 May 2024 for a 7.5% profit target: (87.50% * 7.80%) + (12.50% * 5.13%) - (0% * 0%) = 7.47%.
Wins: 7 Breakevens: 1 Losses: 0

To even out CAGR calculations, large individual returns from particularly quick trades have been capped at 300%.

The Sharpe Ratio calculation assumes a risk free return rate of 2% per calendar year. Ideally the ratio should be a positive number. A higher positive number indicates the strategy has a more attractive risk adjusted rate of return for this particular buy signal and stock over the chart's timeframe.

 

50 day low Backtest Summary (Fixed Profits System)

This table summarises how profitable it would have been to have bought this stock at each 50 day low entry signal. Hover over the icons to see more details of the particular trade, including the maximum percentage drawdown and how long it took to reach the desired percentage profit.

Key:   disabled_by_default = profit point not achieved. select_check_box = profit point achieved with CAGR above 15%.
select_check_box = profit point achieved with CAGR of between 5% and 15%. select_check_box = profit point achieved but CAGR was less than 5%.

Signal Date and Score Buy Signal Price Performance (mouseover for details)
5% 6% 7.5% 10% 20%
03 March 2026   MEDIUM   smart_toy0.931  factory0.458   50 Day Low $ 35.04 select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt schedule
07 April 2025   MEDIUM   smart_toy0.977  factory0.874   FIRE SALE 50 Day Low $ 24.72 select_check_box electric_boltelectric_boltelectric_bolt select_check_box electric_boltelectric_boltelectric_bolt select_check_box electric_boltelectric_boltelectric_bolt select_check_box electric_boltelectric_boltelectric_bolt select_check_box electric_boltelectric_boltelectric_bolt
19 December 2024   MEDIUM   smart_toy0.875  factory0.771   50 Day Low $ 23.12 select_check_box electric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt
12 November 2024   MEDIUM   smart_toy0.904  factory0.701   50 Day Low $ 23.52 select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt
05 August 2024   MEDIUM   smart_toy0.824  factory0.833   FIRE SALE 50 Day Low $ 21.31 select_check_box electric_boltelectric_boltelectric_bolt select_check_box electric_boltelectric_boltelectric_bolt select_check_box electric_boltelectric_boltelectric_bolt select_check_box electric_boltelectric_boltelectric_bolt select_check_box electric_bolt
02 October 2023   MEDIUM   smart_toy0.928  factory0.815   50 Day Low $ 18.65 select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt
15 March 2023   MEDIUM   smart_toy0.731  factory0.803   50 Day Low $ 17.49 select_check_box electric_boltelectric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_bolt
26 September 2022   MEDIUM   smart_toy0.992  factory0.917   FIRE SALE 50 Day Low $ 14.22 select_check_box electric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt
14 July 2022   MEDIUM   smart_toy0.99  factory0.902   FIRE SALE 50 Day Low $ 14.55 select_check_box electric_boltelectric_boltelectric_bolt select_check_box electric_boltelectric_boltelectric_bolt select_check_box electric_boltelectric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_bolt
10 June 2022   MEDIUM   smart_toy0.933  factory0.724   50 Day Low $ 16.22 select_check_box select_check_box select_check_box select_check_box select_check_box electric_bolt
24 February 2022   HIGH   smart_toy0.914  factory0.744   FIRE SALE 50 Day Low $ 18.88 select_check_box select_check_box select_check_box select_check_box select_check_box
13 December 2021   LOW   smart_toy0.834  factory0.708   50 Day Low $ 19.26 select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box
07 July 2021   LOW   smart_toy0.78  factory0.367   50 Day Low $ 19.48 select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box select_check_box

 

The data for iShares MSCI Europe Financials (exchange: XNAS symbol: EUFN) was last updated 30 May 2026 15:00. Data for this ETF is available from 04 Jan 2021 - 29 May 2026.